The present invention relates to automatically setting parameters for numerical computation software, and more particularly, to automatically setting parameters reflecting a user policy when using a numerical computation library.
Using a computer to perform numerical computation for mathematical programming, multivariable analysis, or statistical analysis enables sophisticated simulation. Using a numerical computation library such as a solver is a known approach for such numerical computation. In such an approach, parameters for a numerical computation library are selected and tuned to execute numerical computation meeting a user's purpose.
In a process of performing numerical computation, selecting parameters for a numerical model and tuning them may cause plural parameters to affect each other and lead to widely varying computation results depending on parameter settings. There are, however, many cases in which a user cannot afford to appropriately set all parameters manually. Hence, there have been known methods for automatically setting parameters (see JP-A No. 2004-178372, for example).
In the method described in JP-A No. 2004-178372, an evaluation function for evaluating setup parameters is set and used to obtain optimum setup parameters.